Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-26 10.669343 12.237721 13.924413 15.869314 18.046022 20.402964 23.143962
2025-11-02 8.298389 10.412080 12.860942 15.891800 19.524950 23.722004 28.918035
2025-11-09 7.129196 9.478457 12.332785 16.025950 20.644528 26.193711 33.325503
2025-11-16 6.140568 8.611308 11.746502 15.968922 21.452359 28.272467 37.327923
2025-11-23 5.352583 7.870746 11.190982 15.821713 22.034355 29.993036 40.855704
2025-11-30 4.800702 7.371194 10.880198 15.930092 22.903800 32.072753 44.892400
2025-12-07 4.451693 7.106484 10.844880 16.376484 24.211908 34.749977 49.794358
2025-12-14 3.960705 6.578391 10.382342 16.170250 24.578820 36.144093 52.996866
2025-12-21 3.410519 5.900190 9.636289 15.483954 24.198081 36.454628 54.681344
2025-12-28 3.209668 5.742705 9.645510 15.896375 25.404777 39.020821 59.600553
2026-01-04 2.998748 5.545834 9.572930 16.168789 26.403030 41.313299 64.201272
2026-01-11 2.727080 5.220013 9.268204 16.052789 26.795258 42.722229 67.556826
2026-01-18 2.465699 4.890948 8.939105 15.885000 27.111518 44.052945 70.888558
2026-01-25 2.265765 4.650116 8.735488 15.902511 27.712142 45.829705 74.950858
2026-02-01 2.107980 4.468334 8.613630 16.038555 28.495026 47.899023 79.511290
2026-02-08 1.934161 4.238367 8.388502 15.980835 28.951557 49.469221 83.350079
2026-02-15 1.764519 3.998248 8.124540 15.833764 29.243055 50.777662 86.811761
2026-02-22 1.647470 3.849741 8.013206 15.942130 29.959548 52.779222 91.419575
2026-03-01 1.584952 3.805806 8.090789 16.388846 31.267852 55.777561 97.707347
2026-03-08 1.445705 3.586871 7.820000 16.182465 31.430118 56.898685 100.996663
2026-03-15 1.264776 3.257931 7.309463 15.495721 30.706192 56.511570 101.797382
2026-03-22 1.219882 3.225300 7.380842 15.908414 31.958660 59.479121 108.217189
2026-03-29 1.163175 3.159885 7.380501 16.181006 32.965439 62.058443 114.062531